Affine processes on positive semidefinite matrices (Q535197)

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Affine processes on positive semidefinite matrices
scientific article

    Statements

    title
    Affine processes on positive semidefinite matrices (English)
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    author
    Christa Cuchiero
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    Damir Filipović
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    Eberhard Mayerhofer
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    Josef Teichmann
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    publication date
    11 May 2011
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    Identifiers

    DOI
    10.1214/10-AAP710
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